Pages that link to "Item:Q2397431"
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The following pages link to A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431):
Displayed 15 items.
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- A norm minimization-based convex vector optimization algorithm (Q2156397) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems (Q5883318) (← links)
- Algorithms to Solve Unbounded Convex Vector Optimization Problems (Q6076862) (← links)
